List of Articles Volatility Open Access Article Abstract Page Full-Text 1 - The Impact of Audit Committee on the Relationship between Financial Reporting Readability and Specific Volatility of Stock Returns Abdolrasoul Rahmanian Koushkaki Ali Akbar Alahyari Kamal Bagherzadeh Houshmandi Mehdi Mehravar Open Access Article Abstract Page Full-Text 2 - The relationship between Conditional conservatism of accounting and The Stock Price Crash Risk Omid Farhad Touski Rahman doostian Open Access Article Abstract Page Full-Text 3 - Designing the financial stress index based on the turbulence of global variables and its relationship with the index of the Tehran Stock Exchange and the exchange rate hamidreza reisizadeh میرفیض فلاح شمس Gholamreza Zomorodian Open Access Article Abstract Page Full-Text 4 - Investigation of Multifractaly Models in Finance Fraydoon R. Roodposhti Mahdeyeh Klantari Dehaghi Open Access Article Abstract Page Full-Text 5 - The Relationship between Holding Periods for Common Stocks with Bid-Ask Spread, Market Value of the Firm and Return Volatility in Tehran Stock Exchange علی جعفری مهسا هنرمند حمید ذوالفقاری امیر رسائیان Open Access Article Abstract Page Full-Text 6 - Momentum, Origin of Specific Volatility Maryam Davalo Open Access Article Abstract Page Full-Text 7 - Investigation of Volatility Forecast Errors using Geometric Brownian Motion and GARCH Models in Sector Indices of Tehran Securities Exchange Ershad Emami Alireza Heidarzadeh Hanzaei 10.30495/jfksa.2022.21084 Open Access Article Abstract Page Full-Text 8 - Investigation of relation between the currency rates of volatility on open position of Tejarat bank H. Ebrahimi Open Access Article Abstract Page Full-Text 9 - Investigation of turbulence Contagion and risk dynamics of real and virtual currency with DCC conditional model ALI BAGHBAN HAMIDREZA KORDLOUIE mirfeyz fallah Reza Gholami Jamkarani 10.30495/jfksa.2022.21086 Open Access Article Abstract Page Full-Text 10 - The study of popularity theory in Iran's financial market and its relationship with stock returns and stock returns volatilities in Tehran Stock Exchange S. Alireza Mirarab baygi Hashem Mokari Mohsen Nazarizadeh Open Access Article Abstract Page Full-Text 11 - Prediction Stock Volatility and Probability Extreme Return felor ghorashi ghodratollah emamverdi Sayedeh Mahboubeh Jafari Ali Baghani Yadollah NouriFard Open Access Article Abstract Page Full-Text 12 - Investigating the Limits-of-Arbitrage and Arbitrage Asymmetry on the Idiosyncratic Volatility Return Premium in the Tehran Stock Exchange hamidreza heidari Elham Farzanegan 10.30495/jfksa.2023.22392 Open Access Article Abstract Page Full-Text 13 - Investigating the existence of magnet effect caused by price limit volatility and the role of institutional investors on it Mirfaze Fallah Shams S. M. Mousavieyvanaki Open Access Article Abstract Page Full-Text 14 - Providing a Comprehensive Model for Measuring the Stock Price Bubble in Portfolio Management with a Behavioral Approach ALI RAMEZANI fereydon rahnama HAMIDREZA KORDLOUIE Shadi Shahverdiani 10.30495/jfksa.2023.22462 Open Access Article Abstract Page Full-Text 15 - Investigating the Factors Affecting the Specific Volatility of Stocks in the Iranian Capital Market Using the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) Model Monireh Dizaji Asghar Romuozi Asgar Pak Maram Ali paytakhti Oskouie 10.30495/ijfaes.2023.73861.10137 Open Access Article Abstract Page Full-Text 16 - Increasing performance and innovation in medical centers by implementing a competitive strategy mohamadtaghi amini Hassan Forati Mehdi Haddadzadeh mehrdad parisai Open Access Article Abstract Page Full-Text 17 - Augmented Dickey Fuller and Johansen Co-integration Tests of Oil Price Volatility and Stock Price in Emerging Capital Market: A Case of Nigeria E. Godsday Okoro Open Access Article Abstract Page Full-Text 18 - Investigation the sudden volatility of stock value of the Tehran stock exchange relying on preferences of investors and quality of accounting information Mohammad Kheiry Hadi Esmaeilpour Moghadam Vahid Dehbashi Open Access Article Abstract Page Full-Text 19 - Clustering of volatility and its asymmetry in Tehran Stock Exchange زهرا شیرازیان hashem NIKOUMARAM Taghi´´´ TORABI Open Access Article Abstract Page Full-Text 20 - Latent Volatility Modeling and Bayesian Analysis of stochastic Volatility of Intraday Data of Tehran Stock Exchange Index Based on Markov Monte Carlo Chain Saeed Shahriyari Peyman Iman zadeh Mehdi Khoshnood Open Access Article Abstract Page Full-Text 21 - Effect of Dividend Reduction and Corporate Tax Avoidance on Stock price crash risk (Negative skewness approach and low volatility approach) parviz dindar farkoushy Hossein Panahian Hossein jabbari Open Access Article Abstract Page Full-Text 22 - The Impact of Real Earning Management on Investors' Asymmetric Perceptions in the Capital Market: Examination of the moderating role of Excess Stock Price Volatility Leila Zamanianfar Bahman Banimahd zahra dianati dalami Open Access Article Abstract Page Full-Text 23 - Investigating Spillover between the Oil Markets and Stock Market Volatility using Bayesian Multivariate Stochastic Volatility Model Ali Farhadian Moslem Nilchi Open Access Article Abstract Page Full-Text 24 - The effect of size and intensity of price jumps on forecasting index volatility in Tehran Stock Exchange mohsen rajab boloukat ali baghani Ali Najafi Moghadam fatemeh sarraf norouz noorolahzadeh Open Access Article Abstract Page Full-Text 25 - Investigating the effect of companies' political relations with the government and information asymmetry on short-term and long-term stock price volatility after initial public offering razieh marvi Afsaneh tavangar hamzekolaie Farzaneh heidarpoor ali rohy Open Access Article Abstract Page Full-Text 26 - Idiosyncratic Risk and Market Friction in Investment Process Mehdi Gholipur Khanegah Reza Eyvazloo Saeed Mahmoodzade Mehdi Rameshg Open Access Article Abstract Page Full-Text 27 - Price Limit Effects on Stock Prices Behavior: A Contrarian Investment Strategy Approach Hamid Reza Vakili fard Jalal Seifoddini Arash Abjadpour Hossein Maghsoud Open Access Article Abstract Page Full-Text 28 - Investigation of Quick Reaction of Tehran Securities Exchange to International Economic Announcement Publications Ahmadreza Shiri Mehdi Khorramabadi Open Access Article Abstract Page Full-Text 29 - Investigation the Un-Suretunetly of Exchange Rate On Index Price & Level of Investment In Tehran Stock Index (Using VAR and GARCH Models) M. Hossein Ranjbar M. Feiz Fallah Shams Rouhollah Rezazadeh Open Access Article Abstract Page Full-Text 30 - The effect of maturity date, trade volume and open interests on gold coin future price volatility Reza Raei Azam Honardoost Yunes Salmani Peyman Tataei Open Access Article Abstract Page Full-Text 31 - Economic Cycle and Symmetric Volatility of Financial Market Returns: Study of Emerging Economies Saeed Moradpour Reza Tehrani Seyed Mojtaba Mirlohi Ezatolah Abbasian Open Access Article Abstract Page Full-Text 32 - Comparing Between Multivariate Volatility Models in Estimation of Exchange Rate and Stock Index Relationship Hosein Abbasinejad Shapour Mohammadi Sajad Ebrahimi Open Access Article Abstract Page Full-Text 33 - Oil Price estimating Under Dynamic Economic Models Using Markov Chain Monte Carlo Simulation Approach Kianoush Fathi Vajargah Hossein Eslami Mofid Abadi Ebrahim Abbasi 10.22034/amfa.2020.1902265.1446 Open Access Article Abstract Page Full-Text 34 - Modeling Energy and Steel Price Volatility and Experimental Test of Inter-Market Volatility Spillover: A Multivariate Study Using VECM and Familty GARCH Models Seyed Abdolhamid Bahreini Hossein Badiei Faegh Ahmadi Jahanbakhsh Asadnia 10.22034/amfa.2022.1932695.1605 Open Access Article Abstract Page Full-Text 35 - Designing a Model to Investigate the Process of Forming Cluster Fluctuations According to the Fractal Structure in Financial Markets Amin Amini Bashirzadeh Shahrokh Bozorgmehrian Bahareh Banitalebi Dehkordi 10.22034/amfa.2023.1973569.1830 Open Access Article Abstract Page Full-Text 36 - Voluntary Disclosure Dynamics under Risk and Ambiguity for Digital Corporates in Tehran Stock Exchange Market Mohammad Feghhi Kashani Teimor Mohammadi Hadi Pirdaye 10.22034/amfa.2023.1979245.1855 Open Access Article Abstract Page Full-Text 37 - Effect of Oil Price Volatility and Petroleum Bloomberg Index on Stock Market Returns of Tehran Stock Exchange Using EGARCH Model Gholamreza Zomorodian Laleh Barzegar Soghra Kazemi Mohammad Poortalebi 10.22034/amfa.2016.527821 Open Access Article Abstract Page Full-Text 38 - Risk measurement and Implied volatility under Minimal Entropy Martingale Measure for Levy process Maryam Tahmasebi Gholam Hossein Yari 10.22034/amfa.2020.674944 Open Access Article Abstract Page Full-Text 39 - A Neural-Network Approach to the Modeling of the Impact of Market Volatility on Investment Mohammad Azim Khodayari Ahmad Yaghobnezhad Khalili Eraghi Khalili Eraghi 10.22034/amfa.2020.674953 Open Access Article Abstract Page Full-Text 40 - The effect of Firm Investment on Future volatility of Stock Returns by Considering the Moderating Effect of Accounting Conservatism Mehdi Haghighat shahrestani Mohsen Dastgir Afsaneh Soroushyar Open Access Article Abstract Page Full-Text 41 - The Effect of financial and trade liberalization on stock market volatility in Selected Developing Countries: dynamic data panel approach sirvan aghaie Mohammad Sokhanvar tahereh akhoondzadeh 10.30495/eco.2022.1933433.2540 Open Access Article Abstract Page Full-Text 42 - The Effect of Central Bank Transparency on the Output Volatility Mohamad ali Ehsani Reza Izadi Open Access Article Abstract Page Full-Text 43 - The Effect of Working Capital Management indicators on Firm Value and Stock Return Volatility mohamad mohamadi Open Access Article Abstract Page Full-Text 44 - Investigating the Relationship Between CEO Characteristics and their Interactive Composition with Financial Risk Volatility ,Seyed Mehdi miraeez Seyed Hesam Vaghfi 10.30495/msds.2022.1952574.1039 Open Access Article Abstract Page Full-Text 45 - Cybernetics as a management fad Mohammad HassanZadeh Zeinab Sedighi Mansoureh HoseiniShoar Open Access Article Abstract Page Full-Text 46 - The Effects of Entry of Real Shareholders and Exchange Rate Volatility on the Return on Assets in the Pharmaceutical Materials and Products of Tehran Stock Exchange (Dynamic Panel Data Approach) Fereshteh Shams Safa marjan damankeshideh Majid AfsharRad Manijeh HadiNejad Alireza Daghighi Asl Open Access Article Abstract Page Full-Text 47 - The risk of stock price crash and the factors affecting it in companies registered in Tehran Stock Exchange Yazdan Gudarzi Farahani morvarid khajeh Albert Boghozian Mojtaba Mirlohi Nasser Asgari Open Access Article Abstract Page Full-Text 48 - واژههای کلیدی: سرریز تلاطم ، معاملات اختلال زا ، بازارهای مالی ، مدل آرچ ، مدل گارچ . طبقه بندی JEL : C22.C32.G11,G4 Sharara Taheri Abdul Majid Abdul Baqi Attaabadi majid vaziri sarashk Mohammad Hossein Arman 10.30495/fed.2023.702186 Open Access Article Abstract Page Full-Text 49 - The dynamics of economic growth and output volatility Karim Emami Shohreh Vakilian Open Access Article Abstract Page Full-Text 50 - America's Exit from Joint Comprehensive Plan of Action and Turbulence in Iran's economy Amir Sajedi Sinaz Sajedi Sajedi DOR:20.1001.1.24234974.1398.12.46.4.7 Open Access Article Abstract Page Full-Text 51 - Effects oF Accruals Qulity on Conditional Volatility سلاله فیض اللهی کسینی مریم لشکری زاده Open Access Article Abstract Page Full-Text 52 - The Relation between Firm Size and Stock Return Volatility in Different Capital Market Conditions Shahnaz Mashayekh Nasim Harraf Amughin Open Access Article Abstract Page Full-Text 53 - Performance Quality, Stock Returns and Idiosyncratic Volatility Mohammad Amri-Asrami 10.30495/faar.2023.705565 Open Access Article Abstract Page Full-Text 54 - The Explanation of the Relationship between Downside Risk and Upside Risk combination in predicting Market Return Volatility hossein rad kaftroudi mohammadhasan gholizadeh mahdi fadaei Open Access Article Abstract Page Full-Text 55 - Modeling and predicting stock market volatility using neural network and conditional variance patterns ali rastinfar mahmood hematfar Open Access Article Abstract Page Full-Text 56 - Modeling the latent Volatilities of the stock exchange index using the copula-stochastic Volatility model Saeed Shahriyari Peyman Iman zadeh mehdi khoshnood Open Access Article Abstract Page Full-Text 57 - Comparison Models of Brownian motion and Fractional Brownian Motion and GARCH in Volatility Estimation of Stock Return S. Ali Nabavi Chashmi Mariyya Mokhtarinejad Open Access Article Abstract Page Full-Text 58 - The Parameters Estimation of European Option pricing model under Underlying Asset with Stochastic Volatility by Loss Function Method Abdolsadeh Neisy Behrouz Maleki Roozbe Rezaeian Open Access Article Abstract Page Full-Text 59 - Including Jump Components in Modeling and Forecasting Realized Volatility: Evidence from Tehran Stock Exchange Saeid Fallahpour Vahid Motaharinia Open Access Article Abstract Page Full-Text 60 - Optimal Pairs Trading strategy under Statistical Variability of the Spread Process Fatemeh Azizzadeh Nasrin Ebadi Open Access Article Abstract Page Full-Text 61 - The relationship between different levels of management ownership, free floatation, stock return volatility and age of the company with stock prices synchronization Zabihallah Khani masuom abadi Hossein Rajabdorri sara motamed Open Access Article Abstract Page Full-Text 62 - Analyzing the Effect of Trade Openness and Good Governance on the Volatility of Economic Growth in Iran mostafa rajabi Parnian Zarbakhsh Open Access Article Abstract Page Full-Text 63 - Regime Dependent Effects and Cyclical Volatility Spillover of Exchange Rate and Stock Prices in Iran Mahdi Mozafarnia MirFeyz Fallahshams Gholamreza Zomorodian 10.30495/afi.2022.1943113.1055 Open Access Article Abstract Page Full-Text 64 - An analysis of the volatility and return spillover of venture capital ETFs in the Tehran Stock Exchange Meysam Kaviani Maryam Gavara Zahra Nazari 10.30495/afi.2024.1997211.1258 Open Access Article Abstract Page Full-Text 65 - Forecasting Volatility in ETFs using Realized Volatility Jump Models(HAR, HAR-J, HARQ, HARQ-J) Shiva Hallaji Mahdi Madanchi Zaj Fereydoun Ohadi Hamidreza Vakilifard Open Access Article Abstract Page Full-Text 66 - Forward-looking disclosure and corporate reputation as mechanisms to reduce stock return volatility Mohammad Kiamehr Ehsan Kermani Ali Norouzi Open Access Article Abstract Page Full-Text 67 - Explaining the mediating role of the factors affecting the delay in the auditor's report on the relationship between income-cost matching and additional stock price fluctuations Hamid Khedmatgozar Mojtaba Maleki Chubari Sina Kheradyar DOI: 10.30495/JDAA.1403.1118618 Open Access Article Abstract Page Full-Text 68 - Investigating factors affecting export price volatility of Iran’s date حامد رفیعی sh میرباقری حامد اکبرپور Open Access Article Abstract Page Full-Text 69 - The Effects of Exchange Rate Volatility on Foreign Agricultural Trade in Iran حسین محمدی مرتضی محمدی فاطمه سخی Open Access Article Abstract Page Full-Text 70 - The effect of exchange rate Volatilitys on exports of Iranian food industry (panel data approach) ommeh hani mousavi khaledi abbolghasem mortazavi Sadegh khaliliyan Open Access Article Abstract Page Full-Text 71 - The Effects of Exchange Rate Volatility on Agricultural Trade in Iran F. زمانی H. مهرابی بشرآبادی Open Access Article Abstract Page Full-Text 72 - Factors Affecting Supply of Iranian Pistachio Export with Emphasis on the Relative Price Fluctuations H. محمدی F. سخی هانی Open Access Article Abstract Page Full-Text 73 - The Effect of Exchange Rate Volatility on Agricultural Export H. Asgharpur S. Mohammadpoor A. Rezazadeh Kh. Jahangiri